-97.0%
TSLQ vs SBAC
-34.8%
-62.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +11.9% |
| 7D | -5.8% | -0.8% | -5.0% | -5.8% |
| 30D | -22.1% | +6.9% | -29.0% | -21.9% |
| 3M | +10.1% | -8.2% | +18.3% | +9.4% |
| 6M | -6.8% | -1.6% | -5.1% | -7.6% |
| YTD | +8.5% | -0.1% | +8.7% | +7.9% |
| 1Y | -49.7% | -0.5% | -49.3% | -50.1% |
| 3Y | -95.6% | -9.1% | -86.6% | -95.6% |
| All | -97.0% | -34.8% | -62.2% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling